The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in R

27 June 2020

Papers citing "The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in R"

9 / 9 papers shown

Title
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations Xiaofei Wu Zhimin Zhang Zhenyu Cui 8 3 0 21 Nov 2023
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity Zeyu Wu Cheng-Long Wang Weidong Liu 36 3 0 07 Jul 2021
Nearly optimal Bayesian Shrinkage for High Dimensional Regression Qifan Song F. Liang 20 76 0 24 Dec 2017
Distributionally Robust Groupwise Regularization Estimator Jose H. Blanchet Yang Kang OOD 11 23 0 11 May 2017
On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization Xingguo Li T. Zhao R. Arora Han Liu Mingyi Hong 31 15 0 10 Jul 2016
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models Xin Ding Ziyi Qiu Xiaohui Chen 48 14 0 14 Apr 2016
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 41 20 0 16 Dec 2014
Median Selection Subset Aggregation for Parallel Inference Xiangyu Wang Peichao Peng David B. Dunson 44 23 0 24 Oct 2014
A Direct Estimation of High Dimensional Stationary Vector Autoregressions Fang Han Huanran Lu Han Liu 68 120 0 01 Jul 2013